NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.134 4.238 0.104 2.5% 4.257
High 4.221 4.270 0.049 1.2% 4.315
Low 4.124 4.193 0.069 1.7% 4.139
Close 4.215 4.214 -0.001 0.0% 4.139
Range 0.097 0.077 -0.020 -20.6% 0.176
ATR 0.088 0.087 -0.001 -0.9% 0.000
Volume 10,334 7,931 -2,403 -23.3% 60,495
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.457 4.412 4.256
R3 4.380 4.335 4.235
R2 4.303 4.303 4.228
R1 4.258 4.258 4.221 4.242
PP 4.226 4.226 4.226 4.218
S1 4.181 4.181 4.207 4.165
S2 4.149 4.149 4.200
S3 4.072 4.104 4.193
S4 3.995 4.027 4.172
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.726 4.608 4.236
R3 4.550 4.432 4.187
R2 4.374 4.374 4.171
R1 4.256 4.256 4.155 4.227
PP 4.198 4.198 4.198 4.183
S1 4.080 4.080 4.123 4.051
S2 4.022 4.022 4.107
S3 3.846 3.904 4.091
S4 3.670 3.728 4.042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.270 4.124 0.146 3.5% 0.066 1.6% 62% True False 12,366
10 4.414 4.124 0.290 6.9% 0.077 1.8% 31% False False 12,796
20 4.500 4.124 0.376 8.9% 0.094 2.2% 24% False False 12,698
40 4.538 4.124 0.414 9.8% 0.091 2.2% 22% False False 10,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.597
2.618 4.472
1.618 4.395
1.000 4.347
0.618 4.318
HIGH 4.270
0.618 4.241
0.500 4.232
0.382 4.222
LOW 4.193
0.618 4.145
1.000 4.116
1.618 4.068
2.618 3.991
4.250 3.866
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.232 4.208
PP 4.226 4.203
S1 4.220 4.197

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols